Macau's historic city center retains a large part of its Portuguese legacy in its buildings and their architectural style. A walk around Macau's Senado square is a good way to experience this, starting with a visit to the beautiful surviving facade of the 16th century cathedral of St. Paul.
The Pastel de nata is an egg tart of Portuguese origin. It is very similar to Chinese egg tarts and I am not sure if they have been influenced by the Portuguese style tart. But out of all the egg tarts I have had, Portuguese or otherwise, the ones I ate at Lord Stows in the Venetian Macau are the tastiest.